8.16.10

Still having trouble getting decent results with the FIR filter. I still can't get the impulse response method to agree with what the least-squares solution spits out, even when I include the noise covariance in the state-space model. I might try a third method, there the filter coefficients are spit out from a finite-time LQR problem.

One thing I noticed is that the disturbance model I use isn't exactly the state-space system identified directly from the disturbances. Instead, its the part of the disturbance left over after going through the classical control loop. After untangling the block diagram, you end up dividing the original disturbance system by some transfer function involving the plant model. The problem I have is that this transfer function might not be exactly minimum phase, so you can end up with an unstable disturbance model to put into your FIR calculation.

I think its time to visit my advisor.